Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 181, articles C

Correlation structure and resonant pairs for arithmetic random waves

Valentina Cammarota, Riccardo W. Maffucci, Domenico Marinucci and Maurizia Rossi

Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenège, El Mehdi Haress and Alexandre Richard

Wasserstein convergence rates for empirical measures of random subsequence of {nα}

Bingyao Wu and Jie-Xiang Zhu

Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation

Aurélien Alfonsi

Diffusive limit approximation of pure jump optimal ergodic control problems

Marc Abeille, Bruno Bouchard and Lorenzo Croissant

How the interplay of dormancy and selection affects the wave of advance of an advantageous gene

Jochen Blath, Matthias Hammer, Dave Jacobi and Florian Nie

Time changed spherical Brownian motions with longitudinal drifts

Giacomo Ascione and Anna Vidotto

Gradient-type estimates for the dynamic φ24-model

Florian Kunick and Pavlos Tsatsoulis

Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach

Philipp König and Thomas Richthammer

Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

Hua-Ming Wang and Lingyun Wang

Spatial growth-fragmentations and excursions from hyperplanes

William Da Silva and Juan Carlos Pardo

Laws of the iterated logarithm for occupation times of Markov processes

Soobin Cho, Panki Kim and Jaehun Lee

Linking population-size-dependent and controlled branching processes

Peter Braunsteins, Sophie Hautphenne and James Kerlidis

Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP

Chiara Amorino, Arnaud Gloter and Hélène Halconruy

Filtered data based estimators for stochastic processes driven by colored noise

Grigorios A. Pavliotis, Sebastian Reich and Andrea Zanoni

Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise

Renhai Wang, Hailang Bai, Pengyu Chen and Mirelson M. Freitas

On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends

Dan Cheng

Convex integral functionals of càdlàg processes

Ari-Pekka Perkkiö and Erick Treviño-Aguilar

2025, volume 180, articles C

The isoperimetric problem for convex hulls and large deviations rate functionals of random walks

Vladislav Vysotsky

The site frequency spectrum for coalescing Brownian motion

Yubo Shuai

An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics

Alessandra Faggionato

Model selection for Markov random fields on graphs under a mixing condition

Florencia Leonardi and Magno T.F. Severino

Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus

S. Bourguin and K. Spiliopoulos

2025, volume 179, articles C

Rate of escape of the conditioned two-dimensional simple random walk

Orphée Collin and Serguei Popov

Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times

Antonin Jacquet

Weak convergence of continuous-state branching processes with large immigration

Clément Foucart and Linglong Yuan

Some remarks on the effect of the Random Batch Method on phase transition

Arnaud Guillin, Pierre Le Bris and Pierre Monmarché

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

Petr Čoupek, Pavel Kříž and Bohdan Maslowski

Dual process in the two-parameter Poisson–Dirichlet diffusion

Robert C. Griffiths, Matteo Ruggiero, Dario Spanò and Youzhou Zhou

Mixed orthogonality graphs for continuous-time stationary processes

Vicky Fasen-Hartmann and Lea Schenk

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators

Sheng Luo, Wenqiang Li, Xun Li and Qingmeng Wei

Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains

Shyam Popat

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka and Pierre Monmarché

On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift

N.V. Krylov

Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

D.C. Antonopoulou, D. Farazakis and G. Karali

Coarsening in zero-range processes

Inés Armendáriz, Johel Beltrán, Daniela Cuesta and Milton Jara

Coupling by change of measure for conditional McKean–Vlasov SDEs and applications

Xing Huang

SDEs with two reflecting barriers driven by optional processes with regulated trajectories

Adrian Falkowski

Epidemics on critical random graphs with heavy-tailed degree distribution

David Clancy

Compound Poisson distributions for random dynamical systems using probabilistic approximations

Lucas Amorim, Nicolai Haydn and Sandro Vaienti

First passage percolation with recovery

Elisabetta Candellero and Tom Garcia-Sanchez

An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

Ben Hambly, Julian Meier and Andreas Søjmark

2024, volume 178, articles C

Sharp approximation and hitting times for stochastic invasion processes

Vincent Bansaye, Xavier Erny and Sylvie Méléard

A mean field game approach to equilibrium consumption under external habit formation

Lijun Bo, Shihua Wang and Xiang Yu

Empirical optimal transport under estimated costs: Distributional limits and statistical applications

Shayan Hundrieser, Gilles Mordant, Christoph A. Weitkamp and Axel Munk

Non-equilibrium fluctuations for SEP(α) with open boundary

C. Franceschini, P. Gonçalves, M. Jara and B. Salvador

On g-expectations and filtration-consistent nonlinear expectations

Shiqiu Zheng

On concentration of the empirical measure for radial transport costs

Martin Larsson, Jonghwa Park and Johannes Wiesel

Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients

Chenxu Pang and Xiaojie Wang

Fisher information bounds and applications to SDEs with small noise

Nguyen Tien Dung and Nguyen Thu Hang

Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos

Gi-Ren Liu

Large deviations for slow–fast processes on connected complete Riemannian manifolds

Yanyan Hu, Richard C. Kraaij and Fubao Xi

Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property

Juan J. Jiménez

A stochastic analysis of particle systems with pairing

Vincent Fromion, Philippe Robert and Jana Zaherddine

Fractional stable random fields on the Sierpiński gasket

Fabrice Baudoin and Céline Lacaux

Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations

Yushi Hamaguchi

Markov chains generating random permutations and set partitions

Dudley Stark

Strong limit theorems for step-reinforced random walks

Zhishui Hu and Yiting Zhang

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens–Pitman model

Bernard Bercu and Stefano Favaro

A class of processes defined in the white noise space through generalized fractional operators

Luisa Beghin, Lorenzo Cristofaro and Yuliya Mishura